+66.8%
NUE vs OUST
+626.4%
-559.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.1% |
| 7D | -10.6% | +17.0% | -27.5% | -11.4% |
| 30D | -0.6% | -16.5% | +15.9% | +0.1% |
| 3M | -9.7% | -23.7% | +13.9% | -8.8% |
| 6M | +5.1% | +18.4% | -13.3% | +1.4% |
| YTD | +51.4% | +60.8% | -9.4% | +42.4% |
| 1Y | +71.3% | +44.2% | +27.1% | +61.8% |
| 3Y | +66.8% | +668.1% | -601.3% | +37.3% |
| All | +66.8% | +626.4% | -559.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling